Zobrazeno 1 - 10
of 1 874
pro vyhledávání: '"Lee, Anthony A."'
Identifying earth pressures on in-service transportation tunnel linings is essential for their health monitoring and performance prediction, particularly in structures that exhibit poor performance. Due to the high costs associated with pressure gaug
Externí odkaz:
http://arxiv.org/abs/2402.15217
Bayesian curve fitting plays an important role in inverse problems, and is often addressed using the Reversible Jump Markov Chain Monte Carlo (RJMCMC) algorithm. However, this algorithm can be computationally inefficient without appropriately tuned p
Externí odkaz:
http://arxiv.org/abs/2402.08844
The conditional backward sampling particle filter (CBPF) is a powerful Markov chain Monte Carlo sampler for general state space hidden Markov model smoothing. It was proposed as an improvement over the conditional particle filter, which is known to h
Externí odkaz:
http://arxiv.org/abs/2312.17572
We investigate the application of Weak Poincar\'e Inequalities (WPI) to Markov chains to study their rates of convergence and to derive complexity bounds. At a theoretical level we investigate the necessity of the existence of WPIs to ensure \mathrm{
Externí odkaz:
http://arxiv.org/abs/2312.11689
We study the forgetting properties of the particle filter when its state - the collection of particles - is regarded as a Markov chain. Under a strong mixing assumption on the particle filter's underlying Feynman-Kac model, we find that the particle
Externí odkaz:
http://arxiv.org/abs/2309.08517
Autor:
Donekal Chandrashekar, Nikitha1 (AUTHOR) nikitha@vt.edu, Lee, Anthony2 (AUTHOR) leean1@vt.edu, Azab, Mohamed3 (AUTHOR) azabmm@vmi.edu, Gracanin, Denis1 (AUTHOR) gracanin@vt.edu
Publikováno v:
Information (2078-2489). Dec2024, Vol. 15 Issue 12, p814. 22p.
Publikováno v:
Ann. Appl. Probab. 34(4): 4022-4071 (August 2024)
We derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm on $R^d$ for any value of the proposal variance, which when scaled appropriately recovers the correct $d^{-1}$ dependence on dimension for suitably regular
Externí odkaz:
http://arxiv.org/abs/2211.08959
Autor:
Lee, Anthony, Miller, Steven J.
The German Tank Problem dates back to World War II when the Allies used a statistical approach to estimate the number of enemy tanks produced or on the field from observed serial numbers after battles. Assuming that the tanks are labeled consecutivel
Externí odkaz:
http://arxiv.org/abs/2210.15339
We develop a theory of weak Poincar\'e inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algorithms, we develop a relevant set of tools which enable the practical
Externí odkaz:
http://arxiv.org/abs/2208.05239